Volatility Cascade Engine — summary

Key result:
No obvious threshold detected.

Scenario table:
- Shock  2% | System loss   1.6% | Distressed funds 0
- Shock  4% | System loss   3.2% | Distressed funds 0
- Shock  6% | System loss   4.7% | Distressed funds 0
- Shock  8% | System loss   6.3% | Distressed funds 0
- Shock 10% | System loss   7.9% | Distressed funds 0
- Shock 12% | System loss   9.5% | Distressed funds 0
- Shock 14% | System loss  11.1% | Distressed funds 0
- Shock 16% | System loss  16.9% | Distressed funds 1
- Shock 18% | System loss  21.6% | Distressed funds 2
- Shock 20% | System loss  25.7% | Distressed funds 3
- Shock 22% | System loss  26.9% | Distressed funds 3
- Shock 24% | System loss  28.0% | Distressed funds 3
- Shock 26% | System loss  29.2% | Distressed funds 3
- Shock 28% | System loss  30.4% | Distressed funds 3
- Shock 30% | System loss  34.3% | Distressed funds 4